Multistep Bayesian strategy in coin-tossing games and its application to asset trading games in continuous time
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References listed on IDEAS
- Masayuki Kumon & Akimichi Takemura & Kei Takeuchi, 2005. "Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games," Papers math/0510662, arXiv.org, revised Sep 2008.
- Vladimir Vovk, 2007. "Continuous-time trading and emergence of randomness," Papers 0712.1275, arXiv.org, revised Dec 2007.
- Vladimir Vovk, 2007. "Continuous-time trading and emergence of volatility," Papers 0712.1483, arXiv.org, revised Dec 2007.
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- Kei Takeuchi & Akimichi Takemura & Masayuki Kumon, 2011. "New Procedures for Testing Whether Stock Price Processes are Martingales," Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 67-88, January.
- Kei Takeuchi & Akimichi Takemura & Masayuki Kumon, 2009. "New procedures for testing whether stock price processes are martingales," Papers 0907.3273, arXiv.org, revised Feb 2010.
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